Tail dependence for skew Laplace distribution and skew Cauchy distribution

DOI10.1080/03610926.2014.941494zbMATH Open1346.60045OpenAlexW2461830164MaRDI QIDQ2817151FDOQ2817151

Authors: Jiannan Ning, Wende Yi 

Publication date: 29 August 2016

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.941494

Recommendations

• Tail dependence for two skew slash distributions
• Tail dependence for two skew \(t\) distributions
• Tail dependence functions of two classes of bivariate skew distributions
• Tail dependence of skew \(t\)-copulas
• Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution

zbMATH Keywords

copulaasymptotic tail dependencegeneralized asymmetric Laplace distributionvariance-mean mixtureskew Cauchy distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99)

Cites Work

• Title not available (Why is that?)
• Tail dependence for elliptically contoured distributions
• The multivariate skew-normal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• A new familiy of skewed slash distributions generated by the Cauchy kernel
• The bivariate normal copula function is regularly varying
• A directory of coefficients of tail dependence
• A new class of skew-Cauchy distributions
• Statistical properties of parametric estimators for Markov chain vectors based on copula models
• An alternative multivariate skew Laplace distribution: properties and estimation
• Tail dependence and skew distributions
• Tail dependence of skewed grouped \(t\)-distributions
• Tail dependence for two skew \(t\) distributions

Cited In (5)

• Tail dependence of generalized modified skew slash distribution
• Tail dependence functions of two classes of bivariate skew distributions
• Tail dependence for two skew slash distributions
• Tail dependence for two skew \(t\) distributions
• Tail dependence of skew \(t\)-copulas

This page was built for publication: Tail dependence for skew Laplace distribution and skew Cauchy distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2817151)